I guess it's simply because there is a "darker" blue light somewhere in the scene (maybe a sky or something) and the balance between your bright yellowish light and the sky is shifting towards the blue one when your bright yellow light is clamped at 3.
So, everything is perfectly fine, just your bright yellow light gets dimmed down and the blue one becomes more prominent.
I don't know your scene, of course, but it looks pretty much like that
